UNPUBLISHED RESEARCH by Jeffrey Frankel  

"The Forward Market in Emerging Currencies: Less Biased than in Major Currencies," with Jumana Poonawala, KSG, September 2004 (incl. appendices).

"Are the Forecasts of Exchange Rate Volatility Implicit in Options Prices Excessively Variable?" (with Shang-Jin Wei), NBER Working Paper 3910, November 1991.

Home